+18.0%
Q vs ES
-1.6%
+19.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -3.3% | +5.3% | -8.6% | -3.5% |
| 30D | -9.7% | +8.9% | -18.6% | -10.2% |
| 3M | -16.1% | -1.9% | -14.2% | -15.4% |
| 6M | -15.7% | +3.9% | -19.6% | -16.8% |
| YTD | +45.7% | +8.3% | +37.5% | +43.3% |
| 1Y | +18.0% | -0.1% | +18.2% | +15.9% |
| All | +18.0% | -1.6% | +19.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling